+2,593.6%
NDAQ vs AME
+4,761.8%
-2,168.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.3% | -1.2% |
| 7D | +0.8% | -5.2% | +6.0% | +3.6% |
| 30D | +16.5% | -8.0% | +24.5% | +21.4% |
| 3M | +13.5% | -8.9% | +22.4% | +18.5% |
| 6M | +20.9% | -5.0% | +25.9% | +22.2% |
| YTD | +11.4% | +11.9% | -0.5% | +1.3% |
| 1Y | +25.9% | +16.6% | +9.3% | +11.6% |
| 3Y | +119.9% | +62.5% | +57.4% | +55.7% |
| 5Y | +61.7% | +67.6% | -5.8% | +11.4% |
| 10Y | +481.6% | +450.4% | +31.2% | +81.9% |
| All | +2,593.6% | +4,761.8% | -2,168.2% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling